+48.1%
ROST vs PLUG
-46.5%
+94.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.7% | +9.5% | +0.8% |
| 7D | +3.2% | -2.8% | +6.0% | +3.2% |
| 30D | +7.4% | -18.5% | +25.9% | +7.4% |
| 3M | -6.1% | -35.1% | +29.0% | -6.1% |
| 6M | +6.2% | -56.1% | +62.3% | +5.8% |
| YTD | +33.4% | -30.5% | +63.9% | +30.2% |
| All | +48.1% | -46.5% | +94.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling